Pages that link to "Item:Q960342"
From MaRDI portal
The following pages link to A double-threshold GARCH model of stock market and currency shocks on stock returns (Q960342):
Displaying 5 items.
- Quasi-maximum likelihood estimator of Laplace \((1,1)\) for GARCH models (Q1698475) (← links)
- Further properties of random orthogonal matrix simulation (Q1942732) (← links)
- Free trade agreements and volatility of stock returns and exchange rates: evidence from NAFTA (Q2416299) (← links)
- A quantile function approach to the distribution of financial returns following TGARCH models (Q3389299) (← links)
- Asymmetric response and interaction of U.S. and local news in financial markets (Q5467291) (← links)